Discrete diffusion models represent a significant advance in generative modeling, demonstrating remarkable success in synthesizing complex, high-quality discrete data. However, to avoid exponential computational costs, they typically rely on calculating per-dimension transition probabilities when learning high-dimensional distributions. In this study, we rigorously prove that this approach leads to a worst-case linear scaling of Kullback-Leibler (KL) divergence with data dimension. To address this, we propose a Quantum Discrete Denoising Diffusion Probabilistic Model (QD3PM), which enables joint probability learning through diffusion and denoising in exponentially large Hilbert spaces, offering a theoretical pathway to faithfully capture the true joint distribution. By deriving posterior states through quantum Bayes' theorem, similar to the crucial role of posterior probabilities in classical diffusion models, and by learning the joint probability, we establish a solid theoretical foundation for quantum-enhanced diffusion models. For denoising, we design a quantum circuit that utilizes temporal information for parameter sharing and incorporates learnable classical-data-controlled rotations for encoding. Exploiting joint distribution learning, our approach enables single-step sampling from pure noise, eliminating iterative requirements of existing models. Simulations demonstrate the proposed model's superior accuracy in modeling complex distributions compared to factorization methods. Hence, this paper establishes a new theoretical paradigm in generative models by leveraging the quantum advantage in joint distribution learning.

-- In graph signal processing, learning the weighted connections between nodes from a set of sample signals is a fundamental task when the underlying relationships are not known a priori. This task is typically addressed by finding a graph Laplacian on which the observed signals are smooth. With the extension of graphs to hypergraphs - where edges can connect more than two nodes - graph learning methods have similarly been generalized to hypergraphs. However, the absence of a unified framework for calculating total variation has led to divergent definitions of smoothness and, consequently, differing approaches to hyperedge recovery. We confront this challenge through generalization of several previously proposed hypergraph total variations, subsequently allowing ease of substitution into a vector based optimization. T o this end, we propose a novel hypergraph learning method that recovers a hypergraph topology from time-series signals based on a smoothness prior . Our approach, designated as Hypergraph Structure Learning with Smoothness (HSLS), addresses key limitations in prior works, such as hyperedge selection and convergence issues, by formulating the problem as a convex optimization solved via a forward-backward-forward algorithm, ensuring guaranteed convergence. Additionally, we introduce a process that simultaneously limits the span of the hyperedge search and maintains a valid hyperedge selection set. In doing so, our method becomes scalable in increasingly complex network structures. The experimental results demonstrate improved performance, in terms of accuracy, over other state-of-the-art hypergraph inference methods; furthermore, we empirically show our method to be robust to total variation terms, biased towards global smoothness, and scalable to larger hypergraphs. YPERGRAPHS are considered as generalized graphs that capture higher order relationships [1]. While graphs encode pairwise relationships between nodes through edges, the higher order nature of hypergraphs extends node relations to allow an arbitrary number of nodes to be connected by a hyperedge. Figure 1 contains a sample hypergraph displaying these higher order connections where nodes are considered workers and hyperedges connect workers who are collaborating on a project. B. T. Brown, H. Zhang, and D. L. Lau are with the Department of Electrical and Computer Engineering, University of Kentucky, Lexington, KY 40506, USA. G. R. Arce is with the Department of Electrical and Computer Engineering, University of Delaware, Newark, DE 19716, USA. This work was partially supported by the National Science Foundation under grants 1815992 and 1816003 and the AFOSR award FA9550-22-1-0362.

When using reinforcement learning (RL) to tackle physical control tasks, inductive biases that encode physics priors can help improve sample efficiency during training and enhance generalization in testing. However, the current practice of incorporating these helpful physics-informed inductive biases inevitably runs into significant manual labor and domain expertise, making them prohibitive for general users. This work explores a symbolic approach to distill physics-informed inductive biases into RL agents, where the physics priors are expressed in a domain-specific language (DSL) that is human-readable and naturally explainable. Y et, the DSL priors do not translate directly into an implementable policy due to partial and noisy observations and additional physical constraints in navigation tasks. To address this gap, we develop a physics-informed program-guided RL (PiPRL) framework with applications to indoor navigation. PiPRL adopts a hierarchical and modularized neuro-symbolic integration, where a meta symbolic program receives semantically meaningful features from a neural perception module, which form the bases for symbolic programming that encodes physics priors and guides the RL process of a low-level neural controller. Extensive experiments demonstrate that PiPRL consistently outperforms purely symbolic or neural policies and reduces training time by over 26% with the help of the program-based inductive biases.

Inference tasks with time series over graphs are of importance in applications such as urban water networks, economics, and networked neuroscience. Addressing these tasks typically relies on identifying a computationally affordable model that jointly captures the graph-temporal patterns of the data. In this work, we propose a graph-aware state space model for graph time series, where both the latent state and the observation equation are parametric graph-induced models with a limited number of parameters that need to be learned. More specifically, we consider the state equation to follow a stochastic partial differential equation driven by noise over the graphs edges accounting not only for potential edge uncertainties but also for increasing the degrees of freedom in the latter in a tractable manner. The graph structure conditioning of the noise dispersion allows the state variable to deviate from the stochastic process in certain neighborhoods. The observation model is a sampled and graph-filtered version of the state capturing multi-hop neighboring influence. The goal is to learn the parameters in both state and observation models from the partially observed data for downstream tasks such as prediction and imputation. The model is inferred first through a maximum likelihood approach that provides theoretical tractability but is limited in expressivity and scalability. To improve on the latter, we use the state-space formulation to build a principled deep learning architecture that jointly learns the parameters and tracks the state in an end-to-end manner in the spirit of Kalman neural networks.

High-stakes decision-making involves navigating multiple competing objectives with expensive evaluations. For instance, in brachytherapy, clinicians must balance maximizing tumor coverage (e.g., an aspirational target or soft bound of >95% coverage) against strict organ dose limits (e.g., a non-negotiable hard bound of <601 cGy to the bladder), with each plan evaluation being resource-intensive. Selecting Pareto-optimal solutions that match implicit preferences is challenging, as exhaustive Pareto frontier exploration is computationally and cognitively prohibitive, necessitating interactive frameworks to guide users. While decision-makers (DMs) often possess domain knowledge to narrow the search via such soft-hard bounds, current methods often lack systematic approaches to iteratively refine these multi-faceted preference structures. Critically, DMs must trust their final decision, confident they haven't missed superior alternatives; this trust is paramount in high-consequence scenarios. We present Active-MoSH, an interactive local-global framework designed for this process. Its local component integrates soft-hard bounds with probabilistic preference learning, maintaining distributions over DM preferences and bounds for adaptive Pareto subset refinement. This is guided by an active sampling strategy optimizing exploration-exploitation while minimizing cognitive burden. To build DM trust, Active-MoSH's global component, T-MoSH, leverages multi-objective sensitivity analysis to identify potentially overlooked, high-value points beyond immediate feedback. We demonstrate Active-MoSH's performance benefits through diverse synthetic and real-world applications. A user study on AI-generated image selection further validates our hypotheses regarding the framework's ability to improve convergence, enhance DM trust, and provide expressive preference articulation, enabling more effective DMs.

The diversity of tasks and dynamic nature of reinforcement learning (RL) require RL agents to be able to learn sequentially and continuously, a learning paradigm known as continuous reinforcement learning. This survey reviews how continual learning transforms RL agents into dynamic continual learners. This enables RL agents to acquire and retain useful and reusable knowledge seamlessly. The paper delves into fundamental aspects of continual reinforcement learning, exploring key concepts, significant challenges, and novel methodologies. Special emphasis is placed on recent advancements in continual reinforcement learning within robotics, along with a succinct overview of evaluation environments utilized in prominent research, facilitating accessibility for newcomers to the field. The review concludes with a discussion on limitations and promising future directions, providing valuable insights for researchers and practitioners alike.

Greedy Equivalence Search (GES) is a classic score-based algorithm for causal discovery from observational data. In the sample limit, it recovers the Markov equivalence class of graphs that describe the data. Still, it faces two challenges in practice: computational cost and finite-sample accuracy. In this paper, we develop Less Greedy Equivalence Search (LGES), a variant of GES that retains its theoretical guarantees while partially addressing these limitations. LGES modifies the greedy step: rather than always applying the highest-scoring insertion, it avoids edge insertions between variables for which the score implies some conditional independence. This more targeted search yields up to a \(10\)-fold speed-up and a substantial reduction in structural error relative to GES. Moreover, LGES can guide the search using prior assumptions, while correcting these assumptions when contradicted by the data. Finally, LGES can exploit interventional data to refine the learned observational equivalence class. We prove that LGES recovers the true equivalence class in the sample limit from observational and interventional data, even with misspecified prior assumptions. Experiments demonstrate that LGES outperforms GES and other baselines in speed, accuracy, and robustness to misspecified assumptions. Our code is available at https://github.com/CausalAILab/lges.

Value decomposition has long been a fundamental technique in multi-agent dynamic programming and reinforcement learning (RL). Specifically, the value function of a global state $(s_1,s_2,\ldots,s_N)$ is often approximated as the sum of local functions: $V(s_1,s_2,\ldots,s_N)\approx\sum_{i=1}^N V_i(s_i)$. This approach traces back to the index policy in restless multi-armed bandit problems and has found various applications in modern RL systems. However, the theoretical justification for why this decomposition works so effectively remains underexplored. In this paper, we uncover the underlying mathematical structure that enables value decomposition. We demonstrate that a multi-agent Markov decision process (MDP) permits value decomposition if and only if its transition matrix is not "entangled" -- a concept analogous to quantum entanglement in quantum physics. Drawing inspiration from how physicists measure quantum entanglement, we introduce how to measure the "Markov entanglement" for multi-agent MDPs and show that this measure can be used to bound the decomposition error in general multi-agent MDPs. Using the concept of Markov entanglement, we proved that a widely-used class of index policies is weakly entangled and enjoys a sublinear $\mathcal O(\sqrt{N})$ scale of decomposition error for $N$-agent systems. Finally, we show how Markov entanglement can be efficiently estimated in practice, providing practitioners with an empirical proxy for the quality of value decomposition.

Selecting prior distributions in Bayesian statistics is challenging, resource-intensive, and subjective. We analyze using large-language models (LLMs) to suggest suitable, knowledge-based informative priors. We developed an extensive prompt asking LLMs not only to suggest priors but also to verify and reflect on their choices. We evaluated Claude Opus, Gemini 2.5 Pro, and ChatGPT-4o-mini on two real datasets: heart disease risk and concrete strength. All LLMs correctly identified the direction for all associations (e.g., that heart disease risk is higher for males). The quality of suggested priors was measured by their Kullback-Leibler divergence from the maximum likelihood estimator's distribution. The LLMs suggested both moderately and weakly informative priors. The moderate priors were often overconfident, resulting in distributions misaligned with the data. In our experiments, Claude and Gemini provided better priors than ChatGPT. For weakly informative priors, a key performance difference emerged: ChatGPT and Gemini defaulted to an "unnecessarily vague" mean of 0, while Claude did not, demonstrating a significant advantage. The ability of LLMs to identify correct associations shows their great potential as an efficient, objective method for developing informative priors. However, the primary challenge remains in calibrating the width of these priors to avoid over- and under-confidence.

Large Language Models (LLMs) have extended their impact beyond Natural Language Processing, substantially fostering the development of interdisciplinary research. Recently, various LLM-based agents have been developed to assist scientific discovery progress across multiple aspects and domains. Among these, computer-using agents, capable of interacting with operating systems as humans do, are paving the way to automated scientific problem-solving and addressing routines in researchers' workflows. Recognizing the transformative potential of these agents, we introduce ScienceBoard, which encompasses two complementary contributions: (i) a realistic, multi-domain environment featuring dynamic and visually rich scientific workflows with integrated professional software, where agents can autonomously interact via different interfaces to accelerate complex research tasks and experiments; and (ii) a challenging benchmark of 169 high-quality, rigorously validated real-world tasks curated by humans, spanning scientific-discovery workflows in domains such as biochemistry, astronomy, and geoinformatics. Extensive evaluations of agents with state-of-the-art backbones (e.g., GPT-4o, Claude 3.7, UI-TARS) show that, despite some promising results, they still fall short of reliably assisting scientists in complex workflows, achieving only a 15% overall success rate. In-depth analysis further provides valuable insights for addressing current agent limitations and more effective design principles, paving the way to build more capable agents for scientific discovery. Our code, environment, and benchmark are at https://qiushisun.github.io/ScienceBoard-Home/.